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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2003 Volume 48, Issue 3, Pages 576–583 (Mi tvp271)

This article is cited in 5 papers

Short Communications

A note on Dobrushin's theorem and couplings in poisson approximation in abelian groups

I. S. Borisov

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences

Abstract: A more general version of Dobrushin's result connected with an optimal coupling of two random variables is proven. An application to the problem of Poisson approximation in Abelian groups is considered. In particular, an optimal coupling in Poisson approximation of empirical processes is studied.

Keywords: Monge–Kantorovich problem, duality theorem, Abelian group, empirical process, empirical measure, Poisson point process, Poisson approximation, coupling.

Received: 16.12.2002

DOI: 10.4213/tvp271


 English version:
Theory of Probability and its Applications, 2004, 48:3, 521–528

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